+152.9%
FTNT vs FIX
+503.5%
-350.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -1.6% |
| 7D | +7.1% | +9.4% | -2.4% | +5.6% |
| 30D | -30.9% | -27.8% | -3.1% | -28.0% |
| 3M | -23.1% | -35.6% | +12.4% | -18.9% |
| 6M | +8.1% | -45.2% | +53.3% | +16.0% |
| YTD | +60.2% | +19.5% | +40.7% | +46.6% |
| 1Y | +57.0% | +24.2% | +32.8% | +42.3% |
| 3Y | +152.9% | +494.2% | -341.2% | +50.2% |
| All | +152.9% | +503.5% | -350.6% | +50.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded FIX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling